In the same fashion, you can also attach post types to any existing menu. For example, it might be useful to attach certain post types to 'Posts' and others to 'Pages', while others might belong in 'Tools'. If you attach to an existing menu, you can ignore the add_menu_page function above and just modify the $args when registering your custom post type.

Thank for this answer. It work, but it only display all post of each custom post type and not display taxonomy(or category) of that of each custom post type. Can you help me, please? Thank you very much.
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user25221Dec 26 '12 at 4:54

Just for future reference as this page ranks quite high in Google, you are not required to create a custom menu item if you just want to group some common post types together in the same menu, you can group together by using existing menu items: